The latest Clarity Data Intelligence® (Clarity) update went live on May 15, 2024. It includes enhancements that help you more easily separate active and retired deals when analyzing origination characteristics or comparing cumulative performance data. We also renamed two dashboards to better align with industry terminology.

Here’s what’s new:

CRT Updates

Origination and Performance Dashboards - New Deal Status Filter

The Credit Risk Transfer (CRT) Origination Characteristics, Cumulative Loss, and Cumulative Performance dashboards now feature a Deal Status drop down that lets you filter for Active or Retired deals.

Now you can quickly view origination characteristics of CRT deals that have been called or that remain active via the Origination Characteristics Dashboard (e.g., switch the view to Issuance and filter for Retired to view the characteristics at issuance of deals that are now retired).

Origination Characteristics Dashboard

In addition, data for retired deals as of the month they were retired is now available on the Cumulative Loss and Cumulative Performance dashboards. You’ll now see all deals by default on these dashboards but can choose to filter for only active or only retired deals as well for comparison.

Note that the filter applies to STACR® (Structured Agency Credit Risk) and ACIS® (Agency Credit Insurance Structure) transactions that have been fully retired. Transactions where the ACIS portion of the deal has been called but the STACR portion remains outstanding will show as Active.

Performance Dashboard – Cumulative Loss

Performance Dashboard – Cumulative Performance

MBS Updates

Renamed Two REMIC Dashboards

We’ve renamed two of our real estate mortgage investment conduit (REMIC) dashboards to better align them with industry terminology.

  • To “REMIC by Agency” from “MBS Landing Page vs Fannie REMIC Volume”
  • To “REMIC by Floater Issuance” from “LIBOR Securitization vs SOFR Issuance”

Renamed MBS REMIC Dashboards

The Structured Transaction Report User Guide has also been updated to reflect these REMIC dashboard name changes.